Equilibrium Mean-Field-Like Statistical Models with KPZ Scaling

نویسندگان

چکیده

We have considered three different “one-body” statistical systems involving Brownian excursions, which possess for fluctuations Kardar–Parisi–Zhang scaling with the critical exponent $$\nu = \tfrac{1}{3}$$ . In all models imposed external constraints push underlying stochastic process to a large deviation regime. Specifically, we for: (i) excursions on non-uniform finite trees linearly growing branching originating from mean-field approximation of Dumitriu–Edelman representation matrix models, (ii) (1+1)D “magnetic” Dyck paths within strip width, (iii) inflated ideal polymer ring fixed gyration radius. latter problem cutting off long-ranged spatial and leaving only “typical” modes stretched paths, ensure KPZ-like bond fluctuations. To contrary, summing up normal modes, get Gaussian behavior. KPZ emerge in presence two complementary conditions: trajectories are pushed region phase space, leaning an impenetrable boundary.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Kyle-Back Equilibrium Models and Linear Conditional Mean-field SDEs

In this paper we extend Kyle-Back strategic insider trading equilibrium model to the setting in which the insider has an instantaneous information on an asset, assumed to follow an Ornstein-Uhlenback-type dynamics. Such a model contains many existing models as special cases, but it is first time put in a rigorous mathematical framework of the recently developed conditional mean-field stochastic...

متن کامل

Unified mean-field approach to voter-like models on networks

We propose a generalized framework for the study of voter models in complex networks at the the heterogeneous mean-field (HMF) level that (i) yields a unified picture for existing copy/invasion processes and (ii) allows for the introduction of further heterogeneity through degree-selectivity rules. In the context of the HMF approximation, our model is capable of providing straightforward estima...

متن کامل

A Nash equilibrium macroscopic closure for kinetic models coupled with Mean-Field Games

We introduce a new mean field kinetic model for systems of rational agents interacting in a game theoretical framework. This model is inspired from noncooperative anonymous games with a continuum of players and Mean-Field Games. The large time behavior of the system is given by a macroscopic closure with a Nash equilibrium serving as the local thermodynamic equilibrium. An application of the pr...

متن کامل

Statistical Equilibrium Models in Economics

The concept of equilibrium states has played a decisive role in the development of quantitative sciences. The study of mechanical equilibrium, conceived as a balancing of forces in a static system, clarified the fundamental notions of force and mass in the course of the 17th century development of Newtonian physics. The 19th century saw the emergence of characteristically statistical descriptio...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Physics of Particles and Nuclei

سال: 2021

ISSN: ['1531-8559', '1063-7796']

DOI: https://doi.org/10.1134/s1063779621020088